Faustin thinks there's a rat in his organization, and he's narrowed it down to you, or someone who lives in South Bohan. He wants you to prove your loyalty by killing this guy, even though Dimitri doesn't think he deserves to die.
To The Station
Grab a vehicle and make your way to Guantanamo Avenue. As you cross the bridge and get close to the destination, Niko will call Faustin who tells you that he still wants you to go ahead with it.
Get to the location, then exit your vehicle and head up the stairs to the train station platform.
After you speak to Lenny, he'll tell you to fuck off, and then two of his pals will shart shooting you. Quickly waste them, and fire off a few shots at Lenny, then sprint after him and chase him.
You might be able to catch him before he gets in his car, if so, a few bullets will take him out. Otherwise grab a car and chase after him, using the drive-by shooting technique to finish him off.
Once he's dead, it's over, although you might need to lose the cop tail that you may now have.
- Directly across the street from the red icon (where Lenny is) there is an apartment building you can enter. Climb the stairs to the roof and then jump to the top of the wall facing the platform. From here you can easily take Lenny out at a distance without being seen.